+82.2%
UBER vs DRI
+121.9%
-39.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | +11.1% | +3.8% | +7.3% | +8.5% |
| 3M | +4.9% | +13.0% | -8.1% | -2.9% |
| 6M | -1.2% | +8.3% | -9.5% | -6.8% |
| YTD | -7.3% | +20.6% | -27.9% | -18.7% |
| 1Y | -17.6% | +6.5% | -24.1% | -22.9% |
| 3Y | +61.1% | +53.7% | +7.3% | +15.4% |
| 5Y | +87.9% | +72.7% | +15.2% | +25.0% |
| All | +82.2% | +121.9% | -39.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling